+737.1%
MTZ vs INSM
+868.6%
-131.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -14.8% | -4.0% | -10.8% | -14.6% |
| 3M | -30.8% | +38.5% | -69.3% | -33.0% |
| 6M | -22.6% | -11.5% | -11.1% | -22.6% |
| YTD | +6.8% | -26.9% | +33.7% | +8.5% |
| 1Y | +22.1% | -12.8% | +34.9% | +21.9% |
| 3Y | +153.1% | +384.7% | -231.6% | +111.5% |
| 5Y | +161.4% | +368.8% | -207.4% | +114.3% |
| All | +737.1% | +868.6% | -131.6% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling